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A Sufficient condition on the Lindeberg-Feller Central Limit Theorem. Given random variates ,
,
..., let
, the Variance
of
be finite, and Variance of the distribution
consisting of a sum of
s
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(1) |
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(2) |
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(3) |
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(4) |
See also Feller-Lévy Condition
References
Zabell, S. L. ``Alan Turing and the Central Limit Theorem.'' Amer. Math. Monthly 102, 483-494, 1995.